Strategy Tester Report
EA_HLband_M15_forGJ_1.03
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (2007.01.01 - 2022.08.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNumber_Hl=22630101; Lots=0.1; 複利運用基準値=0; トレードモード=""; Slippage=3; 許容スプレッド=50; 再エントリー抑止足数=4; 最大テイクプロフィット=340; 最大ストップロス=95; | ||||
| テストバー数 | 391119 | モデルティック数 | 397124361 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 200000.00 | スプレッド | 変動 | ||
| 純益 | 3083050.00 | 総利益 | 9474090.00 | 総損失 | -6391040.00 |
| プロフィットファクタ | 1.48 | 期待利得 | 1813.56 | ||
| 絶対ドローダウン | 720.00 | 最大ドローダウン | 227630.00 (24.70%) | 相対ドローダウン | 29.01% (91360.00) |
| 総取引数 | 1700 | 売りポジション(勝率%） | 869 (45.22%) | 買いポジション(勝率%） | 831 (47.77%) |
| 勝率(%) | 790 (46.47%) | 負率 (%) | 910 (53.53%) | ||
| 最大 | 勝トレード | 35050.00 | 敗トレード | -27460.00 | |
| 平均 | 勝トレード | 11992.52 | 敗トレード | -7023.12 | |
| 最大 | 連勝(金額) | 11 (109570.00) | 連敗(金額) | 8 (-69140.00) | |
| 最大 | 連勝(トレード数) | 109570.00 (11) | 連敗(トレード数) | -69140.00 (8) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 1351 | 2011.08.01 20:03 | s/l | 624 | 0.10 | 125.531 | 125.527 | 121.177 | -9570.00 | 1177750.00 |
| 1352 | 2011.08.03 02:00 | buy | 625 | 0.10 | 125.924 | 125.095 | 128.695 | ||
| 1353 | 2011.08.04 04:12 | t/p | 625 | 0.10 | 128.710 | 125.095 | 128.695 | 27860.00 | 1205610.00 |
| 1354 | 2011.08.04 05:30 | buy | 626 | 0.10 | 129.042 | 128.058 | 132.408 | ||
| 1355 | 2011.08.04 07:45 | close | 626 | 0.10 | 129.793 | 128.058 | 132.408 | 7510.00 | 1213120.00 |
| 1356 | 2011.08.05 17:00 | buy | 627 | 0.10 | 128.129 | 127.296 | 130.896 | ||
| 1357 | 2011.08.08 10:15 | close | 627 | 0.10 | 127.949 | 127.296 | 130.896 | -1800.00 | 1211320.00 |
| 1358 | 2011.08.08 10:15 | sell | 628 | 0.10 | 127.949 | 128.746 | 125.146 | ||
| 1359 | 2011.08.09 04:45 | modify | 628 | 0.10 | 127.949 | 126.915 | 125.146 | ||
| 1360 | 2011.08.09 10:10 | s/l | 628 | 0.10 | 126.908 | 126.915 | 125.146 | 10410.00 | 1221730.00 |
| 1361 | 2011.08.10 16:15 | sell | 629 | 0.10 | 123.701 | 124.648 | 120.298 | ||
| 1362 | 2011.08.11 10:24 | s/l | 629 | 0.10 | 124.694 | 124.648 | 120.298 | -9930.00 | 1211800.00 |
| 1363 | 2011.08.16 19:30 | sell | 630 | 0.10 | 125.889 | 126.694 | 123.094 | ||
| 1364 | 2011.08.17 17:15 | s/l | 630 | 0.10 | 126.700 | 126.694 | 123.094 | -8110.00 | 1203690.00 |
| 1365 | 2011.08.17 17:30 | buy | 631 | 0.10 | 126.881 | 126.058 | 129.658 | ||
| 1366 | 2011.08.18 17:02 | s/l | 631 | 0.10 | 126.058 | 126.058 | 129.658 | -8230.00 | 1195460.00 |
| 1367 | 2011.08.19 03:15 | buy | 632 | 0.10 | 126.492 | 125.661 | 129.261 | ||
| 1368 | 2011.08.19 16:30 | close | 632 | 0.10 | 126.424 | 125.661 | 129.261 | -680.00 | 1194780.00 |
| 1369 | 2011.08.19 16:30 | sell | 633 | 0.10 | 126.444 | 127.234 | 123.634 | ||
| 1370 | 2011.08.22 05:04 | s/l | 633 | 0.10 | 127.235 | 127.234 | 123.634 | -7910.00 | 1186870.00 |
| 1371 | 2011.08.24 11:15 | buy | 634 | 0.10 | 126.433 | 125.606 | 129.206 | ||
| 1372 | 2011.08.24 16:15 | s/l | 634 | 0.10 | 125.614 | 125.606 | 129.206 | -8190.00 | 1178680.00 |
| 1373 | 2011.08.25 03:15 | buy | 635 | 0.10 | 126.267 | 125.437 | 129.037 | ||
| 1374 | 2011.08.26 14:13 | s/l | 635 | 0.10 | 125.432 | 125.437 | 129.037 | -8350.00 | 1170330.00 |
| 1375 | 2011.09.01 13:30 | sell | 636 | 0.10 | 124.982 | 125.788 | 122.188 | ||
| 1376 | 2011.09.02 15:45 | close | 636 | 0.10 | 124.542 | 125.788 | 122.188 | 4400.00 | 1174730.00 |
| 1377 | 2011.09.02 15:45 | buy | 637 | 0.10 | 124.536 | 123.706 | 127.306 | ||
| 1378 | 2011.09.05 11:28 | s/l | 637 | 0.10 | 123.611 | 123.706 | 127.306 | -9250.00 | 1165480.00 |
| 1379 | 2011.09.06 18:00 | sell | 638 | 0.10 | 123.432 | 124.379 | 120.029 | ||
| 1380 | 2011.09.07 19:30 | close | 638 | 0.10 | 123.512 | 124.379 | 120.029 | -800.00 | 1164680.00 |
| 1381 | 2011.09.07 19:30 | buy | 639 | 0.10 | 123.498 | 122.675 | 126.275 | ||
| 1382 | 2011.09.09 15:45 | close | 639 | 0.10 | 124.064 | 122.675 | 126.275 | 5660.00 | 1170340.00 |
| 1383 | 2011.09.12 00:10 | sell | 640 | 0.10 | 122.804 | 123.610 | 119.260 | ||
| 1384 | 2011.09.12 23:00 | close | 640 | 0.10 | 122.629 | 123.610 | 119.260 | 1750.00 | 1172090.00 |
| 1385 | 2011.09.12 23:00 | buy | 641 | 0.10 | 122.616 | 121.797 | 125.397 | ||
| 1386 | 2011.09.13 10:22 | s/l | 641 | 0.10 | 121.785 | 121.797 | 125.397 | -8310.00 | 1163780.00 |
| 1387 | 2011.09.14 08:00 | sell | 642 | 0.10 | 121.162 | 122.110 | 117.760 | ||
| 1388 | 2011.09.15 16:00 | s/l | 642 | 0.10 | 122.134 | 122.110 | 117.760 | -9720.00 | 1154060.00 |
| 1389 | 2011.09.19 14:30 | sell | 643 | 0.10 | 120.563 | 121.507 | 117.157 | ||
| 1390 | 2011.09.21 10:45 | close | 643 | 0.10 | 119.768 | 121.507 | 117.157 | 7950.00 | 1162010.00 |
| 1391 | 2011.09.21 23:30 | sell | 644 | 0.10 | 118.862 | 119.811 | 115.461 | ||
| 1392 | 2011.09.23 19:45 | close | 644 | 0.10 | 118.146 | 119.811 | 115.461 | 7160.00 | 1169170.00 |
| 1393 | 2011.09.26 09:45 | sell | 645 | 0.10 | 117.812 | 118.608 | 115.008 | ||
| 1394 | 2011.09.26 12:05 | s/l | 645 | 0.10 | 118.615 | 118.608 | 115.008 | -8030.00 | 1161140.00 |
| 1395 | 2011.09.28 12:30 | sell | 646 | 0.10 | 119.385 | 120.192 | 116.592 | ||
| 1396 | 2011.09.29 13:12 | s/l | 646 | 0.10 | 120.189 | 120.192 | 116.592 | -8040.00 | 1153100.00 |
| 1397 | 2011.10.12 12:45 | buy | 647 | 0.10 | 120.742 | 119.922 | 123.522 | ||
| 1398 | 2011.10.13 11:45 | close | 647 | 0.10 | 120.858 | 119.922 | 123.522 | 1160.00 | 1154260.00 |
| 1399 | 2011.10.13 11:45 | sell | 648 | 0.10 | 120.859 | 121.667 | 118.067 | ||
| 1400 | 2011.10.14 14:36 | s/l | 648 | 0.10 | 121.665 | 121.667 | 118.067 | -8060.00 | 1146200.00 |
| 1401 | 2011.10.17 16:30 | buy | 649 | 0.10 | 121.762 | 120.938 | 124.538 | ||
| 1402 | 2011.10.17 17:17 | s/l | 649 | 0.10 | 120.899 | 120.938 | 124.538 | -8630.00 | 1137570.00 |
| 1403 | 2011.10.20 16:30 | buy | 650 | 0.10 | 121.251 | 120.417 | 124.017 | ||
| 1404 | 2011.10.24 12:45 | close | 650 | 0.10 | 121.508 | 120.417 | 124.017 | 2570.00 | 1140140.00 |
| 1405 | 2011.10.25 12:30 | sell | 651 | 0.10 | 121.678 | 122.488 | 118.888 | ||
| 1406 | 2011.10.27 08:45 | close | 651 | 0.10 | 121.629 | 122.488 | 118.888 | 490.00 | 1140630.00 |
| 1407 | 2011.10.28 21:15 | buy | 652 | 0.10 | 122.195 | 121.365 | 124.965 | ||
| 1408 | 2011.10.31 04:26 | t/p | 652 | 0.10 | 124.975 | 121.365 | 124.965 | 27800.00 | 1168430.00 |
| 1409 | 2011.11.02 12:45 | sell | 653 | 0.10 | 125.040 | 125.842 | 122.242 | ||
| 1410 | 2011.11.02 19:45 | close | 653 | 0.10 | 124.746 | 125.842 | 122.242 | 2940.00 | 1171370.00 |
| 1411 | 2011.11.02 19:45 | buy | 654 | 0.10 | 124.740 | 123.926 | 127.526 | ||
| 1412 | 2011.11.03 05:31 | s/l | 654 | 0.10 | 123.927 | 123.926 | 127.526 | -8130.00 | 1163240.00 |
| 1413 | 2011.11.04 16:15 | sell | 655 | 0.10 | 124.861 | 125.662 | 122.062 | ||
| 1414 | 2011.11.07 00:00 | s/l | 655 | 0.10 | 125.673 | 125.662 | 122.062 | -8120.00 | 1155120.00 |
| 1415 | 2011.11.07 10:00 | sell | 656 | 0.10 | 124.997 | 125.794 | 122.194 | ||
| 1416 | 2011.11.09 06:15 | close | 656 | 0.10 | 124.956 | 125.794 | 122.194 | 410.00 | 1155530.00 |
| 1417 | 2011.11.11 17:45 | sell | 657 | 0.10 | 123.957 | 124.748 | 121.148 | ||
| 1418 | 2011.11.15 14:00 | close | 657 | 0.10 | 122.102 | 124.748 | 121.148 | 18550.00 | 1174080.00 |
| 1419 | 2011.11.21 10:15 | sell | 658 | 0.10 | 120.800 | 121.754 | 117.404 | ||
| 1420 | 2011.11.23 06:30 | close | 658 | 0.10 | 120.301 | 121.754 | 117.404 | 4990.00 | 1179070.00 |
| 1421 | 2011.11.24 03:30 | sell | 659 | 0.10 | 119.718 | 120.659 | 116.309 | ||
| 1422 | 2011.11.25 23:45 | close | 659 | 0.10 | 120.052 | 120.659 | 116.309 | -3340.00 | 1175730.00 |
| 1423 | 2011.11.29 13:15 | sell | 660 | 0.10 | 121.475 | 122.266 | 118.666 | ||
| 1424 | 2011.11.30 17:18 | s/l | 660 | 0.10 | 122.306 | 122.266 | 118.666 | -8310.00 | 1167420.00 |
| 1425 | 2011.12.08 12:45 | sell | 661 | 0.10 | 121.491 | 122.290 | 118.690 | ||
| 1426 | 2011.12.09 13:00 | close | 661 | 0.10 | 121.705 | 122.290 | 118.690 | -2140.00 | 1165280.00 |
| 1427 | 2011.12.09 13:00 | buy | 662 | 0.10 | 121.703 | 120.883 | 124.483 | ||
| 1428 | 2011.12.12 09:40 | s/l | 662 | 0.10 | 120.876 | 120.883 | 124.483 | -8270.00 | 1157010.00 |
| 1429 | 2011.12.12 18:00 | sell | 663 | 0.10 | 121.504 | 122.308 | 118.708 | ||
| 1430 | 2011.12.13 16:00 | close | 663 | 0.10 | 121.364 | 122.308 | 118.708 | 1400.00 | 1158410.00 |
| 1431 | 2011.12.13 16:00 | buy | 664 | 0.10 | 121.368 | 120.539 | 124.139 | ||
| 1432 | 2011.12.13 22:34 | s/l | 664 | 0.10 | 120.530 | 120.539 | 124.139 | -8380.00 | 1150030.00 |
| 1433 | 2011.12.15 10:15 | buy | 665 | 0.10 | 120.823 | 120.010 | 123.610 | ||
| 1434 | 2011.12.19 06:30 | close | 665 | 0.10 | 120.766 | 120.010 | 123.610 | -570.00 | 1149460.00 |
| 1435 | 2011.12.29 11:45 | sell | 666 | 0.10 | 119.963 | 120.914 | 116.564 | ||
| 1436 | 2012.01.02 08:00 | close | 666 | 0.10 | 119.447 | 120.914 | 116.564 | 5160.00 | 1154620.00 |
| 1437 | 2012.01.06 14:00 | sell | 667 | 0.10 | 119.502 | 120.296 | 116.696 | ||
| 1438 | 2012.01.10 10:15 | close | 667 | 0.10 | 118.754 | 120.296 | 116.696 | 7480.00 | 1162100.00 |
| 1439 | 2012.01.10 10:30 | sell | 668 | 0.10 | 118.836 | 119.776 | 115.426 | ||
| 1440 | 2012.01.12 06:45 | close | 668 | 0.10 | 117.746 | 119.776 | 115.426 | 10900.00 | 1173000.00 |
| 1441 | 2012.01.24 13:30 | buy | 669 | 0.10 | 120.334 | 119.355 | 123.705 | ||
| 1442 | 2012.01.26 09:45 | close | 669 | 0.10 | 121.570 | 119.355 | 123.705 | 12360.00 | 1185360.00 |
| 1443 | 2012.02.07 20:15 | buy | 670 | 0.10 | 122.227 | 121.247 | 125.597 | ||
| 1444 | 2012.02.09 16:30 | close | 670 | 0.10 | 122.541 | 121.247 | 125.597 | 3140.00 | 1188500.00 |
| 1445 | 2012.02.10 13:00 | buy | 671 | 0.10 | 123.080 | 122.106 | 126.456 | ||
| 1446 | 2012.02.10 15:00 | close | 671 | 0.10 | 122.533 | 122.106 | 126.456 | -5470.00 | 1183030.00 |
| 1447 | 2012.02.10 15:00 | sell | 672 | 0.10 | 122.538 | 123.335 | 119.735 | ||
| 1448 | 2012.02.10 16:00 | close | 672 | 0.10 | 122.604 | 123.335 | 119.735 | -660.00 | 1182370.00 |
| 1449 | 2012.02.10 16:00 | buy | 673 | 0.10 | 122.596 | 121.771 | 125.371 | ||
| 1450 | 2012.02.14 01:11 | s/l | 673 | 0.10 | 121.779 | 121.771 | 125.371 | -8170.00 | 1174200.00 |
| 1451 | 2012.02.15 05:00 | buy | 674 | 0.10 | 123.350 | 122.383 | 126.733 | ||
| 1452 | 2012.02.17 01:15 | close | 674 | 0.10 | 124.614 | 122.383 | 126.733 | 12640.00 | 1186840.00 |
| 1453 | 2012.02.17 03:15 | buy | 675 | 0.10 | 125.005 | 124.042 | 128.392 | ||
| 1454 | 2012.02.20 23:30 | close | 675 | 0.10 | 126.194 | 124.042 | 128.392 | 11890.00 | 1198730.00 |
| 1455 | 2012.02.21 05:00 | buy | 676 | 0.10 | 126.312 | 125.490 | 129.090 | ||
| 1456 | 2012.02.23 01:15 | close | 676 | 0.10 | 125.799 | 125.490 | 129.090 | -5130.00 | 1193600.00 |
| 1457 | 2012.02.24 10:45 | buy | 677 | 0.10 | 126.933 | 125.962 | 130.312 | ||
| 1458 | 2012.02.27 00:15 | modify | 677 | 0.10 | 126.933 | 128.064 | 130.312 | ||
| 1459 | 2012.02.27 11:19 | s/l | 677 | 0.10 | 128.058 | 128.064 | 130.312 | 11250.00 | 1204850.00 |
| 1460 | 2012.02.27 13:30 | sell | 678 | 0.10 | 127.958 | 128.760 | 125.160 | ||
| 1461 | 2012.02.29 09:45 | close | 678 | 0.10 | 128.177 | 128.760 | 125.160 | -2190.00 | 1202660.00 |
| 1462 | 2012.03.02 06:30 | buy | 679 | 0.10 | 129.979 | 128.999 | 133.349 | ||
| 1463 | 2012.03.02 14:15 | close | 679 | 0.10 | 129.334 | 128.999 | 133.349 | -6450.00 | 1196210.00 |
| 1464 | 2012.03.09 17:15 | sell | 680 | 0.10 | 129.146 | 129.940 | 126.340 | ||
| 1465 | 2012.03.13 07:45 | close | 680 | 0.10 | 128.929 | 129.940 | 126.340 | 2170.00 | 1198380.00 |
| 1466 | 2012.03.13 07:45 | buy | 681 | 0.10 | 128.935 | 128.111 | 131.711 | ||
| 1467 | 2012.03.14 11:45 | modify | 681 | 0.10 | 128.935 | 130.093 | 131.711 | ||
| 1468 | 2012.03.15 04:00 | close | 681 | 0.10 | 131.419 | 130.093 | 131.711 | 24840.00 | 1223220.00 |
| 1469 | 2012.03.15 06:00 | buy | 682 | 0.10 | 131.554 | 130.582 | 134.932 | ||
| 1470 | 2012.03.15 14:19 | s/l | 682 | 0.10 | 130.572 | 130.582 | 134.932 | -9820.00 | 1213400.00 |
| 1471 | 2012.03.16 03:45 | buy | 683 | 0.10 | 131.252 | 130.430 | 134.030 | ||
| 1472 | 2012.03.20 00:00 | close | 683 | 0.10 | 132.445 | 130.430 | 134.030 | 11930.00 | 1225330.00 |
| 1473 | 2012.03.20 12:15 | buy | 684 | 0.10 | 132.887 | 131.924 | 136.274 | ||
| 1474 | 2012.03.21 18:30 | close | 684 | 0.10 | 132.659 | 131.924 | 136.274 | -2280.00 | 1223050.00 |
| 1475 | 2012.03.21 18:30 | sell | 685 | 0.10 | 132.640 | 133.449 | 129.849 | ||
| 1476 | 2012.03.22 15:15 | modify | 685 | 0.10 | 132.640 | 131.626 | 129.849 | ||
| 1477 | 2012.03.23 14:45 | close | 685 | 0.10 | 130.614 | 131.626 | 129.849 | 20260.00 | 1243310.00 |
| 1478 | 2012.03.28 03:45 | sell | 686 | 0.10 | 132.391 | 133.193 | 129.593 | ||
| 1479 | 2012.03.29 16:45 | modify | 686 | 0.10 | 132.391 | 131.359 | 129.593 | ||
| 1480 | 2012.03.29 22:12 | s/l | 686 | 0.10 | 131.363 | 131.359 | 129.593 | 10280.00 | 1253590.00 |
| 1481 | 2012.04.04 09:30 | buy | 687 | 0.10 | 131.433 | 130.621 | 134.221 | ||
| 1482 | 2012.04.04 12:26 | s/l | 687 | 0.10 | 130.617 | 130.621 | 134.221 | -8160.00 | 1245430.00 |
| 1483 | 2012.04.05 13:15 | sell | 688 | 0.10 | 129.684 | 130.481 | 126.881 | ||
| 1484 | 2012.04.05 17:06 | s/l | 688 | 0.10 | 130.485 | 130.481 | 126.881 | -8010.00 | 1237420.00 |
| 1485 | 2012.04.06 17:00 | sell | 689 | 0.10 | 129.389 | 130.329 | 125.979 | ||
| 1486 | 2012.04.10 13:15 | close | 689 | 0.10 | 128.378 | 130.329 | 125.979 | 10110.00 | 1247530.00 |
| 1487 | 2012.04.10 18:15 | sell | 690 | 0.10 | 128.080 | 129.029 | 124.679 | ||
| 1488 | 2012.04.11 12:15 | close | 690 | 0.10 | 128.300 | 129.029 | 124.679 | -2200.00 | 1245330.00 |
| 1489 | 2012.04.11 12:15 | buy | 691 | 0.10 | 128.309 | 127.489 | 131.089 | ||
| 1490 | 2012.04.13 08:30 | close | 691 | 0.10 | 129.194 | 127.489 | 131.089 | 8850.00 | 1254180.00 |
| 1491 | 2012.04.25 11:15 | sell | 692 | 0.10 | 131.081 | 131.877 | 128.277 | ||
| 1492 | 2012.04.27 07:30 | close | 692 | 0.10 | 131.446 | 131.877 | 128.277 | -3650.00 | 1250530.00 |
| 1493 | 2012.04.27 08:15 | buy | 693 | 0.10 | 130.747 | 129.927 | 133.527 | ||
| 1494 | 2012.04.27 16:15 | close | 693 | 0.10 | 130.843 | 129.927 | 133.527 | 960.00 | 1251490.00 |
| 1495 | 2012.04.27 16:15 | sell | 694 | 0.10 | 130.853 | 131.650 | 128.050 | ||
| 1496 | 2012.05.01 12:30 | close | 694 | 0.10 | 129.506 | 131.650 | 128.050 | 13470.00 | 1264960.00 |
| 1497 | 2012.05.14 17:45 | buy | 695 | 0.10 | 128.376 | 127.550 | 131.150 | ||
| 1498 | 2012.05.16 14:00 | close | 695 | 0.10 | 127.950 | 127.550 | 131.150 | -4260.00 | 1260700.00 |
| 1499 | 2012.05.16 22:15 | sell | 696 | 0.10 | 127.696 | 128.653 | 124.303 | ||
| 1500 | 2012.05.17 19:00 | modify | 696 | 0.10 | 127.696 | 126.521 | 124.303 | ||